+242.0%
COF vs CRS
+1,392.1%
-1,150.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.1% |
| 7D | -5.1% | -6.8% | +1.6% | -2.3% |
| 30D | -6.0% | -16.1% | +10.1% | +1.1% |
| 3M | +14.8% | -21.2% | +36.0% | +25.7% |
| 6M | +15.3% | +8.7% | +6.7% | +8.5% |
| YTD | -13.0% | +41.0% | -54.0% | -27.9% |
| 1Y | -5.7% | +82.7% | -88.4% | -32.0% |
| 3Y | +118.1% | +604.8% | -486.7% | -20.9% |
| 5Y | +46.2% | +1,384.7% | -1,338.5% | -65.7% |
| All | +242.0% | +1,392.1% | -1,150.1% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling